-39.0%
CX vs VT
+345.0%
-384.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +4.4% |
| 7D | -1.1% | -4.2% | +3.1% | +5.6% |
| 30D | +8.0% | -5.8% | +13.8% | +18.5% |
| 3M | -7.0% | -5.2% | -1.8% | +1.3% |
| 6M | -16.3% | +0.1% | -16.5% | -16.4% |
| YTD | -6.1% | +8.2% | -14.3% | -16.5% |
| 1Y | +5.1% | +10.1% | -5.1% | -9.1% |
| 3Y | +64.1% | +69.7% | -5.6% | -29.6% |
| 5Y | +73.1% | +53.4% | +19.8% | -9.7% |
| 10Y | +40.6% | +219.2% | -178.6% | -76.8% |
| All | -39.0% | +345.0% | -384.0% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling